Smoothed maximum score estimation with nonparametrically generated covariates

DOI10.1080/07474938.2021.1889205MaRDI QIDQ5861059zbMATH OpenOpenAlexFDO

Authors Xiaoyong Cao, Xirong Chen, Wenzheng Gao, Cheng Hsiao

Publication date 4 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2021.1889205

zbMATH Keywords

binary choice modelgenerated covariatesmoothed maximum score estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cites work

• A data-driven bandwidth selection method for the smoothed maximum score estimator
• A Smoothed Maximum Score Estimator for the Binary Response Model
• An integrated kernel-weighted smoothed maximum score estimator for the partially linear binary response model
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• Binary quantile regression with local polynomial smoothing
• Bootstrap critical values for tests based on the smoothed maximum score estimator
• Convergence rates and asymptotic normality for series estimators
• Cube root asymptotics
• Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
• Estimation of a Panel Data Sample Selection Model
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• Identification of binary choice models with social interactions
• Introduction to empirical processes and semiparametric inference
• Maximum score estimation of the stochastic utility model of choice
• Maximum score estimation with nonparametrically generated regressors
• Nonparametric econometrics. Theory and practice.
• Nonparametric regression with nonparametrically generated covariates
• Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
• On the root-n-consistent semiparametric estimation of partially linear models
• Root-N-Consistent Semiparametric Regression
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Semiparametric estimation of a simultaneous game with incomplete information
• Semiparametric Estimation of Index Coefficients
• The Asymptotic Variance of Semiparametric Estimators
• Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
• Weak convergence and empirical processes. With applications to statistics

Cited in

(8)

• Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations
• A consistent bootstrap procedure for the maximum score estimator
• Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
• A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
• scientific article; zbMATH DE number 88836 (Why is no real title available?)
• Semi-parametric estimation of multinomial choice model with unobserved heterogeneity
• Maximum score estimation with nonparametrically generated regressors
• Econometric Reviews Honors Cheng Hsiao

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